The only thing scarey about first apt. is finding out you have MS. I was really scared and nervous. One of my sisters went with me. That helped. Do you have someone who can go with you? It sure make it easier. Pretty much check what Jon said. Let us know how it goes.
My first appointment was mostly going over my history. This you can and should prepare for. Make a spreadsheet or timeline of your symptoms, how severe they were and when they started and ended and bring it with you. The Neurologists will check your reflexes, balance, eyes, strength, etc. Its nothing to be worried about.
JonM